Anic Equity¶

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Total return since start: 0.565 %¶

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Equity now: -----------------------------> 47818.06 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46423.1 Kr¶

PnL: ---------------------------------------> -465.47 Kr¶

DD now: ---------------------------------> -1.669 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-24 12:31:20.043359'

Anic Portfolio¶

Today¶

Return: -0.345 %¶

This Week¶

Return: -0.198 %¶

Total¶

Return: 56.544 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -1.940000 3146.000000 175.000000 5.890000 2971.000006
HEBA B 70 -1.970000 2782.500000 146.500000 5.560000 2636.000010
FM Mattsson Mora Group B 50 1.350000 3000.000000 73.000000 2.490000 2927.000000
Corem Property Group B 59 -0.370000 630.710000 53.710000 9.310000 576.999999
AcadeMedia 12 0.000000 602.400000 45.400000 8.150000 557.000004
MedCap 2 -0.430000 463.000000 42.000000 9.980000 421.000000
SAAB B 8 0.380000 3416.000000 39.000000 1.150000 3377.000000
HMS Networks 2 -1.000000 710.000000 37.000000 5.500000 673.000000
Resurs Holding 22 0.840000 608.740000 34.740000 6.050000 573.999998
Samhällsbyggnadsbo. i Norden B 20 -2.120000 388.600000 33.600000 9.460000 355.000000
Boozt 12 -0.570000 1678.800000 24.800000 1.500000 1653.999996
Eastnine 4 -0.160000 508.000000 17.000000 3.460000 491.000000
Intrum 4 -0.510000 543.600000 16.600000 3.150000 527.000000
Swedbank A 3 1.930000 579.450000 15.450000 2.740000 564.000000
Securitas B 6 0.830000 584.760000 14.760000 2.590000 570.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 576.450000 14.450000 2.570000 562.000005
Coor Service Management Hold. 8 -0.290000 545.200000 13.200000 2.480000 532.000000
OEM International B 7 -1.160000 538.300000 10.300000 1.950000 527.999997
Norva24 Group 16 -2.270000 552.000000 9.000000 1.660000 543.000000
Karnov Group 9 -0.170000 540.900000 4.900000 0.910000 536.000004
Nordea Bank Abp 29 0.370000 3456.800000 2.800000 0.080000 3453.999992
Handelsbanken A 5 0.320000 547.750000 1.750000 0.320000 546.000000
Samhällsbyggnadsbo. i Norden D 12 -1.160000 246.000000 0.000000 0.000000 246.000000
Creaspac SPAC 6 -0.310000 574.800000 -2.200000 -0.380000 577.000002
CTEK 13 -1.090000 530.790000 -3.210000 -0.600000 533.999999
Midsona B 63 0.770000 573.930000 -9.070000 -1.560000 582.999984
Essity B 2 -1.900000 552.500000 -21.500000 -3.750000 574.000000
International Petroleum Corp. 5 -2.170000 562.500000 -32.070000 -5.390000 594.565215
Sampo Oyj SDB 7 -0.820000 3811.500000 -38.500000 -1.000000 3850.000000
Essity A 4 -1.940000 1110.000000 -39.000000 -3.390000 1149.000000
Vivesto 1368 -1.040000 545.830000 -67.170000 -10.960000 612.999432
Axfood 13 -0.920000 3627.000000 -129.000000 -3.430000 3756.000001
Fasadgruppen Group 35 2.100000 3570.000000 -241.000000 -6.320000 3810.999990
OX2 18 -1.380000 1420.200000 -243.800000 -14.650000 1663.999992
Ovzon 52 0.000000 2912.000000 -450.000000 -13.380000 3361.999992
TOTAL 46437.010000 -451.560000 -1.6408% 46888.564618

Updated:¶

'2023-01-24 12:30:16.191513'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶